Trump got elected with a promise to build the wall, the Democrats got elected with a promise to block the wall.
Yes, the Democrats could end the crisis in an instant. All they would have to do is abjectly surrender to whatever Trump has a whim for. They would betray their principles, they would betray the people who elected them. But they would end the crisis.
They would also have made Trump an absolute dictator. Whatever whim he has, they vote for to avoid a shutdown. Then in the afternoon they vote again because he's changed his mind again.
If you have told a bully that you will abjectly surrender to his demands if he makes threats, he will NOT then go away and leave you in peace. He will make more and more and more demands, never-ending.
If once you have paid him the Dane-geld, You never get rid of the Dane.